First write out Simpson's formula, and then substitute 1 x x^2 x^3 x^4. It is found that the first four are strictly equal, and at the last x^4, the left and right ends of the quadrature formula are no longer equal. We can see that the convergence accuracy h^4 is fourth order, when n\to \infty, h^4 \to 0, so the composite Simpson formula has convergence and stability. This is really: a busy little bee, working hard to pick flowers, spitting out the fragrance of flowers, for whom does it work hard and for whom is it sweet?
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